Well, that is the world of modding. You need to perform a few steps, but once you have used the Generic Mod Enabler it is actually quite easy to activate/deactivate the mods you want to use. And you leave your PzC installation as is. Try this if you still want to test the campaign:

Unzip Massi, RSM_Redux to the Panzer Corps -> MODS folder Unzip My Games, this includes a correct folder structure for the Wacht Am Rhein scenario files and briefings. Copy all folder to the My Games on your PC. Unzip Panzer Corps, , this includes a correct folder structure for the Wacht Am Rhein graphic files etc. Copy all folder to a MODS folder in your PzC installation. Unzip the generic mod enabler JSGME to the Panzer Corps folder and run it, then you select the mods you want to use (Massi and Wacht... are mandatory of course).